Pages that link to "Item:Q1874130"
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The following pages link to Numerically stable cointegration analysis (Q1874130):
Displaying 6 items.
- A method of simulating multivariate nonnormal distributions by the Pearson distribution system and estimation (Q956985) (← links)
- 2nd special issue on matrix computations and statistics (Q959129) (← links)
- Likelihood-based tests for parameter constancy in \(I(2)\) CVAR models with an application to fixed-term deposit data (Q2181730) (← links)
- Accelerated Estimation of Switching Algorithms: The Cointegrated VAR Model and Other Applications (Q4578182) (← links)
- Likelihood-Based Inference for Weak Exogeneity in<i>I</i>(2) Cointegrated VAR Models (Q5080150) (← links)
- Small sample adjustment for hypotheses testing on cointegrating vectors (Q6581765) (← links)